Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-22 0.544014 0.609103 0.681980 0.770238 0.875056 0.996614 1.149801
2024-12-29 0.469503 0.551185 0.649024 0.776713 0.941812 1.152229 1.447790
2025-01-05 0.418054 0.508583 0.622761 0.780885 1.000190 1.303435 1.773723
2025-01-12 0.375171 0.469335 0.593072 0.772953 1.037672 1.430907 2.099170
2025-01-19 0.332739 0.424951 0.549904 0.738433 1.029130 1.486866 2.327600
2025-01-26 0.310837 0.405484 0.537880 0.745640 1.082577 1.648770 2.787270
2025-02-02 0.292981 0.389490 0.528415 0.754430 1.138817 1.826910 3.344223
2025-02-09 0.273684 0.369413 0.510453 0.746838 1.165296 1.956642 3.853999
2025-02-16 0.259722 0.355820 0.500681 0.750806 1.212072 2.136095 4.564668
2025-02-23 0.241023 0.333552 0.475230 0.724949 1.198920 2.188680 4.975844
2025-03-02 0.222950 0.310980 0.447430 0.691886 1.166696 2.192424 5.253834
2025-03-09 0.214989 0.303514 0.443343 0.700286 1.217869 2.398929 6.285294
2025-03-16 0.210439 0.301410 0.448409 0.727034 1.314402 2.752563 8.158351
2025-03-23 0.203523 0.294970 0.445530 0.738401 1.380237 3.052515 10.176172
2025-03-30 0.196503 0.287845 0.440809 0.745529 1.438030 3.353720 12.633286
2025-04-06 0.188155 0.277960 0.430404 0.739985 1.464825 3.573888 15.036834
2025-04-13 0.176729 0.262254 0.408484 0.708521 1.422454 3.558563 15.967143
2025-04-20 0.171681 0.257100 0.405319 0.715964 1.480463 3.908003 20.283615
2025-04-27 0.167155 0.252555 0.402893 0.724656 1.543772 4.309763 26.365126
2025-05-04 0.160950 0.244739 0.393784 0.717697 1.563185 4.554808 31.909204
2025-05-11 0.156505 0.239773 0.389723 0.721586 1.614371 4.961333 41.714648
2025-05-18 0.149017 0.229047 0.373938 0.697173 1.578459 4.969841 45.657460
2025-05-25 0.141178 0.217389 0.355775 0.665872 1.517673 4.844291 46.870297